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<div class="subTitle">org.apache.commons.math3.optimization.direct</div>
<h2 title="Class CMAESOptimizer" class="title">Class CMAESOptimizer</h2>
</div>
<div class="contentContainer">
<ul class="inheritance">
<li><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">java.lang.Object</a></li>
<li>
<ul class="inheritance">
<li><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer</a>&lt;FUNC&gt;</li>
<li>
<ul class="inheritance">
<li><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateSimpleBoundsOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateSimpleBoundsOptimizer</a>&lt;<a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a>&gt;</li>
<li>
<ul class="inheritance">
<li>org.apache.commons.math3.optimization.direct.CMAESOptimizer</li>
</ul>
</li>
</ul>
</li>
</ul>
</li>
</ul>
<div class="description">
<ul class="blockList">
<li class="blockList">
<dl>
<dt>All Implemented Interfaces:</dt>
<dd><a href="../../../../../../org/apache/commons/math3/optimization/BaseMultivariateOptimizer.html" title="interface in org.apache.commons.math3.optimization">BaseMultivariateOptimizer</a>&lt;<a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a>&gt;, <a href="../../../../../../org/apache/commons/math3/optimization/BaseMultivariateSimpleBoundsOptimizer.html" title="interface in org.apache.commons.math3.optimization">BaseMultivariateSimpleBoundsOptimizer</a>&lt;<a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a>&gt;, <a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html" title="interface in org.apache.commons.math3.optimization">BaseOptimizer</a>&lt;<a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a>&gt;, <a href="../../../../../../org/apache/commons/math3/optimization/MultivariateOptimizer.html" title="interface in org.apache.commons.math3.optimization">MultivariateOptimizer</a></dd>
</dl>
<hr>
<div class="block"><strong>Deprecated.</strong>&nbsp;
<div class="block"><i>As of 3.1 (to be removed in 4.0).</i></div>
</div>
<br>
<pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a>
public class <span class="strong">CMAESOptimizer</span>
extends <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateSimpleBoundsOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">BaseAbstractMultivariateSimpleBoundsOptimizer</a>&lt;<a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a>&gt;
implements <a href="../../../../../../org/apache/commons/math3/optimization/MultivariateOptimizer.html" title="interface in org.apache.commons.math3.optimization">MultivariateOptimizer</a></pre>
<div class="block"><p>An implementation of the active Covariance Matrix Adaptation Evolution Strategy (CMA-ES)
 for non-linear, non-convex, non-smooth, global function minimization.
 The CMA-Evolution Strategy (CMA-ES) is a reliable stochastic optimization method
 which should be applied if derivative-based methods, e.g. quasi-Newton BFGS or
 conjugate gradient, fail due to a rugged search landscape (e.g. noise, local
 optima, outlier, etc.) of the objective function. Like a
 quasi-Newton method, the CMA-ES learns and applies a variable metric
 on the underlying search space. Unlike a quasi-Newton method, the
 CMA-ES neither estimates nor uses gradients, making it considerably more
 reliable in terms of finding a good, or even close to optimal, solution.</p>

 <p>In general, on smooth objective functions the CMA-ES is roughly ten times
 slower than BFGS (counting objective function evaluations, no gradients provided).
 For up to <math>N=10</math> variables also the derivative-free simplex
 direct search method (Nelder and Mead) can be faster, but it is
 far less reliable than CMA-ES.</p>

 <p>The CMA-ES is particularly well suited for non-separable
 and/or badly conditioned problems. To observe the advantage of CMA compared
 to a conventional evolution strategy, it will usually take about
 <math>30 N</math> function evaluations. On difficult problems the complete
 optimization (a single run) is expected to take <em>roughly</em> between
 <math>30 N</math> and <math>300 N<sup>2</sup></math>
 function evaluations.</p>

 <p>This implementation is translated and adapted from the Matlab version
 of the CMA-ES algorithm as implemented in module <code>cmaes.m</code> version 3.51.</p>

 For more information, please refer to the following links:
 <ul>
  <li><a href="http://www.lri.fr/~hansen/cmaes.m">Matlab code</a></li>
  <li><a href="http://www.lri.fr/~hansen/cmaesintro.html">Introduction to CMA-ES</a></li>
  <li><a href="http://en.wikipedia.org/wiki/CMA-ES">Wikipedia</a></li>
 </ul></div>
<dl><dt><span class="strong">Since:</span></dt>
  <dd>3.0</dd>
<dt><span class="strong">Version:</span></dt>
  <dd>$Id: CMAESOptimizer.java 1540165 2013-11-08 19:53:58Z tn $</dd></dl>
</li>
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<h3>Nested Class Summary</h3>
<table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Nested Class Summary table, listing nested classes, and an explanation">
<caption><span>Nested Classes</span><span class="tabEnd">&nbsp;</span></caption>
<tr>
<th class="colFirst" scope="col">Modifier and Type</th>
<th class="colLast" scope="col">Class and Description</th>
</tr>
<tr class="altColor">
<td class="colFirst"><code>static class&nbsp;</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.PopulationSize.html" title="class in org.apache.commons.math3.optimization.direct">CMAESOptimizer.PopulationSize</a></strong></code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
<div class="block">Population size.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code>static class&nbsp;</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.Sigma.html" title="class in org.apache.commons.math3.optimization.direct">CMAESOptimizer.Sigma</a></strong></code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
<div class="block">Input sigma values.</div>
</td>
</tr>
</table>
</li>
</ul>
<!-- =========== FIELD SUMMARY =========== -->
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<h3>Field Summary</h3>
<table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Field Summary table, listing fields, and an explanation">
<caption><span>Fields</span><span class="tabEnd">&nbsp;</span></caption>
<tr>
<th class="colFirst" scope="col">Modifier and Type</th>
<th class="colLast" scope="col">Field and Description</th>
</tr>
<tr class="altColor">
<td class="colFirst"><code>static int</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#DEFAULT_CHECKFEASABLECOUNT">DEFAULT_CHECKFEASABLECOUNT</a></strong></code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
<div class="block">Default value for <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#checkFeasableCount"><code>checkFeasableCount</code></a>: 0.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code>static int</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#DEFAULT_DIAGONALONLY">DEFAULT_DIAGONALONLY</a></strong></code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
<div class="block">Default value for <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#diagonalOnly"><code>diagonalOnly</code></a>: 0.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><code>static boolean</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#DEFAULT_ISACTIVECMA">DEFAULT_ISACTIVECMA</a></strong></code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
<div class="block">Default value for <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#isActiveCMA"><code>isActiveCMA</code></a>: true.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code>static int</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#DEFAULT_MAXITERATIONS">DEFAULT_MAXITERATIONS</a></strong></code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
<div class="block">Default value for <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#maxIterations"><code>maxIterations</code></a>: 30000.</div>
</td>
</tr>
<tr class="altColor">
<td class="colFirst"><code>static <a href="../../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#DEFAULT_RANDOMGENERATOR">DEFAULT_RANDOMGENERATOR</a></strong></code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
<div class="block">Default value for <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#random"><code>random</code></a>.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code>static double</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#DEFAULT_STOPFITNESS">DEFAULT_STOPFITNESS</a></strong></code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
<div class="block">Default value for <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#stopFitness"><code>stopFitness</code></a>: 0.0.</div>
</td>
</tr>
</table>
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<h3>Fields inherited from class&nbsp;org.apache.commons.math3.optimization.direct.<a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">BaseAbstractMultivariateOptimizer</a></h3>
<code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#evaluations">evaluations</a></code></li>
</ul>
</li>
</ul>
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<h3>Constructor Summary</h3>
<table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Constructor Summary table, listing constructors, and an explanation">
<caption><span>Constructors</span><span class="tabEnd">&nbsp;</span></caption>
<tr>
<th class="colOne" scope="col">Constructor and Description</th>
</tr>
<tr class="altColor">
<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#CMAESOptimizer()">CMAESOptimizer</a></strong>()</code>
<div class="block"><strong>Deprecated.</strong>&nbsp;
<div class="block"><i>As of version 3.1: Parameter <code>lambda</code> must be
 passed with the call to <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)"><code>optimize</code></a> (whereas in the current code it is set to an undocumented value).</i></div>
</div>
</td>
</tr>
<tr class="rowColor">
<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#CMAESOptimizer(int)">CMAESOptimizer</a></strong>(int&nbsp;lambda)</code>
<div class="block"><strong>Deprecated.</strong>&nbsp;
<div class="block"><i>As of version 3.1: Parameter <code>lambda</code> must be
 passed with the call to <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)"><code>optimize</code></a> (whereas in the current code it is set to an undocumented value)..</i></div>
</div>
</td>
</tr>
<tr class="altColor">
<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#CMAESOptimizer(int, double[])">CMAESOptimizer</a></strong>(int&nbsp;lambda,
              double[]&nbsp;inputSigma)</code>
<div class="block"><strong>Deprecated.</strong>&nbsp;
<div class="block"><i>As of version 3.1: Parameters <code>lambda</code> and <code>inputSigma</code> must be
 passed with the call to <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)"><code>optimize</code></a>.</i></div>
</div>
</td>
</tr>
<tr class="rowColor">
<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#CMAESOptimizer(int, double[], int, double, boolean, int, int, org.apache.commons.math3.random.RandomGenerator, boolean)">CMAESOptimizer</a></strong>(int&nbsp;lambda,
              double[]&nbsp;inputSigma,
              int&nbsp;maxIterations,
              double&nbsp;stopFitness,
              boolean&nbsp;isActiveCMA,
              int&nbsp;diagonalOnly,
              int&nbsp;checkFeasableCount,
              <a href="../../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a>&nbsp;random,
              boolean&nbsp;generateStatistics)</code>
<div class="block"><strong>Deprecated.</strong>&nbsp;
<div class="block"><i>See <a href="../../../../../../org/apache/commons/math3/optimization/SimpleValueChecker.html#SimpleValueChecker()"><code>SimpleValueChecker.SimpleValueChecker()</code></a></i></div>
</div>
</td>
</tr>
<tr class="altColor">
<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#CMAESOptimizer(int, double[], int, double, boolean, int, int, org.apache.commons.math3.random.RandomGenerator, boolean, org.apache.commons.math3.optimization.ConvergenceChecker)">CMAESOptimizer</a></strong>(int&nbsp;lambda,
              double[]&nbsp;inputSigma,
              int&nbsp;maxIterations,
              double&nbsp;stopFitness,
              boolean&nbsp;isActiveCMA,
              int&nbsp;diagonalOnly,
              int&nbsp;checkFeasableCount,
              <a href="../../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a>&nbsp;random,
              boolean&nbsp;generateStatistics,
              <a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization">ConvergenceChecker</a>&lt;<a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a>&gt;&nbsp;checker)</code>
<div class="block"><strong>Deprecated.</strong>&nbsp;
<div class="block"><i>As of version 3.1: Parameters <code>lambda</code> and <code>inputSigma</code> must be
 passed with the call to <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)"><code>optimize</code></a>.</i></div>
</div>
</td>
</tr>
<tr class="rowColor">
<td class="colOne"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#CMAESOptimizer(int, double, boolean, int, int, org.apache.commons.math3.random.RandomGenerator, boolean, org.apache.commons.math3.optimization.ConvergenceChecker)">CMAESOptimizer</a></strong>(int&nbsp;maxIterations,
              double&nbsp;stopFitness,
              boolean&nbsp;isActiveCMA,
              int&nbsp;diagonalOnly,
              int&nbsp;checkFeasableCount,
              <a href="../../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a>&nbsp;random,
              boolean&nbsp;generateStatistics,
              <a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization">ConvergenceChecker</a>&lt;<a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a>&gt;&nbsp;checker)</code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
&nbsp;</td>
</tr>
</table>
</li>
</ul>
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<h3>Method Summary</h3>
<table class="overviewSummary" border="0" cellpadding="3" cellspacing="0" summary="Method Summary table, listing methods, and an explanation">
<caption><span>Methods</span><span class="tabEnd">&nbsp;</span></caption>
<tr>
<th class="colFirst" scope="col">Modifier and Type</th>
<th class="colLast" scope="col">Method and Description</th>
</tr>
<tr class="altColor">
<td class="colFirst"><code>protected <a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#doOptimize()">doOptimize</a></strong>()</code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
<div class="block">Perform the bulk of the optimization algorithm.</div>
</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code><a href="http://docs.oracle.com/javase/6/docs/api/java/util/List.html?is-external=true" title="class or interface in java.util">List</a>&lt;<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&gt;</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#getStatisticsDHistory()">getStatisticsDHistory</a></strong>()</code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
&nbsp;</td>
</tr>
<tr class="altColor">
<td class="colFirst"><code><a href="http://docs.oracle.com/javase/6/docs/api/java/util/List.html?is-external=true" title="class or interface in java.util">List</a>&lt;<a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Double.html?is-external=true" title="class or interface in java.lang">Double</a>&gt;</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#getStatisticsFitnessHistory()">getStatisticsFitnessHistory</a></strong>()</code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
&nbsp;</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code><a href="http://docs.oracle.com/javase/6/docs/api/java/util/List.html?is-external=true" title="class or interface in java.util">List</a>&lt;<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&gt;</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#getStatisticsMeanHistory()">getStatisticsMeanHistory</a></strong>()</code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
&nbsp;</td>
</tr>
<tr class="altColor">
<td class="colFirst"><code><a href="http://docs.oracle.com/javase/6/docs/api/java/util/List.html?is-external=true" title="class or interface in java.util">List</a>&lt;<a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Double.html?is-external=true" title="class or interface in java.lang">Double</a>&gt;</code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#getStatisticsSigmaHistory()">getStatisticsSigmaHistory</a></strong>()</code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
&nbsp;</td>
</tr>
<tr class="rowColor">
<td class="colFirst"><code>protected <a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a></code></td>
<td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#optimizeInternal(int, org.apache.commons.math3.analysis.MultivariateFunction, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)">optimizeInternal</a></strong>(int&nbsp;maxEval,
                <a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a>&nbsp;f,
                <a href="../../../../../../org/apache/commons/math3/optimization/GoalType.html" title="enum in org.apache.commons.math3.optimization">GoalType</a>&nbsp;goalType,
                <a href="../../../../../../org/apache/commons/math3/optimization/OptimizationData.html" title="interface in org.apache.commons.math3.optimization">OptimizationData</a>...&nbsp;optData)</code>
<div class="block"><strong>Deprecated.</strong>&nbsp;</div>
<div class="block">Optimize an objective function.</div>
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<code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateSimpleBoundsOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, double[])">optimize</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateSimpleBoundsOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, double[], double[], double[])">optimize</a></code></li>
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<h3>Methods inherited from class&nbsp;org.apache.commons.math3.optimization.direct.<a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">BaseAbstractMultivariateOptimizer</a></h3>
<code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#computeObjectiveValue(double[])">computeObjectiveValue</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getConvergenceChecker()">getConvergenceChecker</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getEvaluations()">getEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getGoalType()">getGoalType</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getLowerBound()">getLowerBound</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getMaxEvaluations()">getMaxEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getStartPoint()">getStartPoint</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#getUpperBound()">getUpperBound</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)">optimize</a>, <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimizeInternal(int, FUNC, org.apache.commons.math3.optimization.GoalType, double[])">optimizeInternal</a></code></li>
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<h3>Methods inherited from class&nbsp;java.lang.<a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true" title="class or interface in java.lang">Object</a></h3>
<code><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#clone()" title="class or interface in java.lang">clone</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#equals(java.lang.Object)" title="class or interface in java.lang">equals</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#finalize()" title="class or interface in java.lang">finalize</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#getClass()" title="class or interface in java.lang">getClass</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#hashCode()" title="class or interface in java.lang">hashCode</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notify()" title="class or interface in java.lang">notify</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#notifyAll()" title="class or interface in java.lang">notifyAll</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#toString()" title="class or interface in java.lang">toString</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait()" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long)" title="class or interface in java.lang">wait</a>, <a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Object.html?is-external=true#wait(long, int)" title="class or interface in java.lang">wait</a></code></li>
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<h3>Methods inherited from interface&nbsp;org.apache.commons.math3.optimization.<a href="../../../../../../org/apache/commons/math3/optimization/BaseMultivariateOptimizer.html" title="interface in org.apache.commons.math3.optimization">BaseMultivariateOptimizer</a></h3>
<code><a href="../../../../../../org/apache/commons/math3/optimization/BaseMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, double[])">optimize</a></code></li>
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<h3>Methods inherited from interface&nbsp;org.apache.commons.math3.optimization.<a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html" title="interface in org.apache.commons.math3.optimization">BaseOptimizer</a></h3>
<code><a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html#getConvergenceChecker()">getConvergenceChecker</a>, <a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html#getEvaluations()">getEvaluations</a>, <a href="../../../../../../org/apache/commons/math3/optimization/BaseOptimizer.html#getMaxEvaluations()">getMaxEvaluations</a></code></li>
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<pre>public static final&nbsp;int DEFAULT_CHECKFEASABLECOUNT</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<div class="block">Default value for <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#checkFeasableCount"><code>checkFeasableCount</code></a>: 0.</div>
<dl><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../constant-values.html#org.apache.commons.math3.optimization.direct.CMAESOptimizer.DEFAULT_CHECKFEASABLECOUNT">Constant Field Values</a></dd></dl>
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<pre>public static final&nbsp;double DEFAULT_STOPFITNESS</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<div class="block">Default value for <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#stopFitness"><code>stopFitness</code></a>: 0.0.</div>
<dl><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../constant-values.html#org.apache.commons.math3.optimization.direct.CMAESOptimizer.DEFAULT_STOPFITNESS">Constant Field Values</a></dd></dl>
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<pre>public static final&nbsp;boolean DEFAULT_ISACTIVECMA</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<div class="block">Default value for <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#isActiveCMA"><code>isActiveCMA</code></a>: true.</div>
<dl><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../constant-values.html#org.apache.commons.math3.optimization.direct.CMAESOptimizer.DEFAULT_ISACTIVECMA">Constant Field Values</a></dd></dl>
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<pre>public static final&nbsp;int DEFAULT_MAXITERATIONS</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<div class="block">Default value for <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#maxIterations"><code>maxIterations</code></a>: 30000.</div>
<dl><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../constant-values.html#org.apache.commons.math3.optimization.direct.CMAESOptimizer.DEFAULT_MAXITERATIONS">Constant Field Values</a></dd></dl>
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<pre>public static final&nbsp;int DEFAULT_DIAGONALONLY</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<div class="block">Default value for <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#diagonalOnly"><code>diagonalOnly</code></a>: 0.</div>
<dl><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../constant-values.html#org.apache.commons.math3.optimization.direct.CMAESOptimizer.DEFAULT_DIAGONALONLY">Constant Field Values</a></dd></dl>
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<pre>public static final&nbsp;<a href="../../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a> DEFAULT_RANDOMGENERATOR</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<div class="block">Default value for <a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.html#random"><code>random</code></a>.</div>
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<pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a>
public&nbsp;CMAESOptimizer()</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;<i>As of version 3.1: Parameter <code>lambda</code> must be
 passed with the call to <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)"><code>optimize</code></a> (whereas in the current code it is set to an undocumented value).</i></div>
<div class="block">Default constructor, uses default parameters</div>
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<pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a>
public&nbsp;CMAESOptimizer(int&nbsp;lambda)</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;<i>As of version 3.1: Parameter <code>lambda</code> must be
 passed with the call to <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)"><code>optimize</code></a> (whereas in the current code it is set to an undocumented value)..</i></div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>lambda</code> - Population size.</dd></dl>
</li>
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<pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a>
public&nbsp;CMAESOptimizer(int&nbsp;lambda,
                         double[]&nbsp;inputSigma)</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;<i>As of version 3.1: Parameters <code>lambda</code> and <code>inputSigma</code> must be
 passed with the call to <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)"><code>optimize</code></a>.</i></div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>lambda</code> - Population size.</dd><dd><code>inputSigma</code> - Initial standard deviations to sample new points
 around the initial guess.</dd></dl>
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<pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a>
public&nbsp;CMAESOptimizer(int&nbsp;lambda,
                         double[]&nbsp;inputSigma,
                         int&nbsp;maxIterations,
                         double&nbsp;stopFitness,
                         boolean&nbsp;isActiveCMA,
                         int&nbsp;diagonalOnly,
                         int&nbsp;checkFeasableCount,
                         <a href="../../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a>&nbsp;random,
                         boolean&nbsp;generateStatistics)</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;<i>See <a href="../../../../../../org/apache/commons/math3/optimization/SimpleValueChecker.html#SimpleValueChecker()"><code>SimpleValueChecker.SimpleValueChecker()</code></a></i></div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>lambda</code> - Population size.</dd><dd><code>inputSigma</code> - Initial standard deviations to sample new points
 around the initial guess.</dd><dd><code>maxIterations</code> - Maximal number of iterations.</dd><dd><code>stopFitness</code> - Whether to stop if objective function value is smaller than
 <code>stopFitness</code>.</dd><dd><code>isActiveCMA</code> - Chooses the covariance matrix update method.</dd><dd><code>diagonalOnly</code> - Number of initial iterations, where the covariance matrix
 remains diagonal.</dd><dd><code>checkFeasableCount</code> - Determines how often new random objective variables are
 generated in case they are out of bounds.</dd><dd><code>random</code> - Random generator.</dd><dd><code>generateStatistics</code> - Whether statistic data is collected.</dd></dl>
</li>
</ul>
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<pre><a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Deprecated.html?is-external=true" title="class or interface in java.lang">@Deprecated</a>
public&nbsp;CMAESOptimizer(int&nbsp;lambda,
                         double[]&nbsp;inputSigma,
                         int&nbsp;maxIterations,
                         double&nbsp;stopFitness,
                         boolean&nbsp;isActiveCMA,
                         int&nbsp;diagonalOnly,
                         int&nbsp;checkFeasableCount,
                         <a href="../../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a>&nbsp;random,
                         boolean&nbsp;generateStatistics,
                         <a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization">ConvergenceChecker</a>&lt;<a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a>&gt;&nbsp;checker)</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;<i>As of version 3.1: Parameters <code>lambda</code> and <code>inputSigma</code> must be
 passed with the call to <a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimize(int, FUNC, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)"><code>optimize</code></a>.</i></div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>lambda</code> - Population size.</dd><dd><code>inputSigma</code> - Initial standard deviations to sample new points
 around the initial guess.</dd><dd><code>maxIterations</code> - Maximal number of iterations.</dd><dd><code>stopFitness</code> - Whether to stop if objective function value is smaller than
 <code>stopFitness</code>.</dd><dd><code>isActiveCMA</code> - Chooses the covariance matrix update method.</dd><dd><code>diagonalOnly</code> - Number of initial iterations, where the covariance matrix
 remains diagonal.</dd><dd><code>checkFeasableCount</code> - Determines how often new random objective variables are
 generated in case they are out of bounds.</dd><dd><code>random</code> - Random generator.</dd><dd><code>generateStatistics</code> - Whether statistic data is collected.</dd><dd><code>checker</code> - Convergence checker.</dd></dl>
</li>
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<pre>public&nbsp;CMAESOptimizer(int&nbsp;maxIterations,
              double&nbsp;stopFitness,
              boolean&nbsp;isActiveCMA,
              int&nbsp;diagonalOnly,
              int&nbsp;checkFeasableCount,
              <a href="../../../../../../org/apache/commons/math3/random/RandomGenerator.html" title="interface in org.apache.commons.math3.random">RandomGenerator</a>&nbsp;random,
              boolean&nbsp;generateStatistics,
              <a href="../../../../../../org/apache/commons/math3/optimization/ConvergenceChecker.html" title="interface in org.apache.commons.math3.optimization">ConvergenceChecker</a>&lt;<a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a>&gt;&nbsp;checker)</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<dl><dt><span class="strong">Parameters:</span></dt><dd><code>maxIterations</code> - Maximal number of iterations.</dd><dd><code>stopFitness</code> - Whether to stop if objective function value is smaller than
 <code>stopFitness</code>.</dd><dd><code>isActiveCMA</code> - Chooses the covariance matrix update method.</dd><dd><code>diagonalOnly</code> - Number of initial iterations, where the covariance matrix
 remains diagonal.</dd><dd><code>checkFeasableCount</code> - Determines how often new random objective variables are
 generated in case they are out of bounds.</dd><dd><code>random</code> - Random generator.</dd><dd><code>generateStatistics</code> - Whether statistic data is collected.</dd><dd><code>checker</code> - Convergence checker.</dd><dt><span class="strong">Since:</span></dt>
  <dd>3.1</dd></dl>
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<pre>public&nbsp;<a href="http://docs.oracle.com/javase/6/docs/api/java/util/List.html?is-external=true" title="class or interface in java.util">List</a>&lt;<a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Double.html?is-external=true" title="class or interface in java.lang">Double</a>&gt;&nbsp;getStatisticsSigmaHistory()</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>History of sigma values.</dd></dl>
</li>
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<pre>public&nbsp;<a href="http://docs.oracle.com/javase/6/docs/api/java/util/List.html?is-external=true" title="class or interface in java.util">List</a>&lt;<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&gt;&nbsp;getStatisticsMeanHistory()</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>History of mean matrix.</dd></dl>
</li>
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<pre>public&nbsp;<a href="http://docs.oracle.com/javase/6/docs/api/java/util/List.html?is-external=true" title="class or interface in java.util">List</a>&lt;<a href="http://docs.oracle.com/javase/6/docs/api/java/lang/Double.html?is-external=true" title="class or interface in java.lang">Double</a>&gt;&nbsp;getStatisticsFitnessHistory()</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>History of fitness values.</dd></dl>
</li>
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<pre>public&nbsp;<a href="http://docs.oracle.com/javase/6/docs/api/java/util/List.html?is-external=true" title="class or interface in java.util">List</a>&lt;<a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a>&gt;&nbsp;getStatisticsDHistory()</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<dl><dt><span class="strong">Returns:</span></dt><dd>History of D matrix.</dd></dl>
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<pre>protected&nbsp;<a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a>&nbsp;optimizeInternal(int&nbsp;maxEval,
                              <a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a>&nbsp;f,
                              <a href="../../../../../../org/apache/commons/math3/optimization/GoalType.html" title="enum in org.apache.commons.math3.optimization">GoalType</a>&nbsp;goalType,
                              <a href="../../../../../../org/apache/commons/math3/optimization/OptimizationData.html" title="interface in org.apache.commons.math3.optimization">OptimizationData</a>...&nbsp;optData)</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<div class="block">Optimize an objective function.</div>
<dl>
<dt><strong>Overrides:</strong></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#optimizeInternal(int, FUNC, org.apache.commons.math3.optimization.GoalType, org.apache.commons.math3.optimization.OptimizationData...)">optimizeInternal</a></code>&nbsp;in class&nbsp;<code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">BaseAbstractMultivariateOptimizer</a>&lt;<a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a>&gt;</code></dd>
<dt><span class="strong">Parameters:</span></dt><dd><code>maxEval</code> - Allowed number of evaluations of the objective function.</dd><dd><code>f</code> - Objective function.</dd><dd><code>goalType</code> - Optimization type.</dd><dd><code>optData</code> - Optimization data. The following data will be looked for:
 <ul>
  <li><a href="../../../../../../org/apache/commons/math3/optimization/InitialGuess.html" title="class in org.apache.commons.math3.optimization"><code>InitialGuess</code></a></li>
  <li><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.Sigma.html" title="class in org.apache.commons.math3.optimization.direct"><code>CMAESOptimizer.Sigma</code></a></li>
  <li><a href="../../../../../../org/apache/commons/math3/optimization/direct/CMAESOptimizer.PopulationSize.html" title="class in org.apache.commons.math3.optimization.direct"><code>CMAESOptimizer.PopulationSize</code></a></li>
 </ul></dd>
<dt><span class="strong">Returns:</span></dt><dd>the point/value pair giving the optimal value for objective
 function.</dd></dl>
</li>
</ul>
<a name="doOptimize()">
<!--   -->
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<h4>doOptimize</h4>
<pre>protected&nbsp;<a href="../../../../../../org/apache/commons/math3/optimization/PointValuePair.html" title="class in org.apache.commons.math3.optimization">PointValuePair</a>&nbsp;doOptimize()</pre>
<div class="block"><span class="strong">Deprecated.</span>&nbsp;</div>
<div class="block">Perform the bulk of the optimization algorithm.</div>
<dl>
<dt><strong>Specified by:</strong></dt>
<dd><code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html#doOptimize()">doOptimize</a></code>&nbsp;in class&nbsp;<code><a href="../../../../../../org/apache/commons/math3/optimization/direct/BaseAbstractMultivariateOptimizer.html" title="class in org.apache.commons.math3.optimization.direct">BaseAbstractMultivariateOptimizer</a>&lt;<a href="../../../../../../org/apache/commons/math3/analysis/MultivariateFunction.html" title="interface in org.apache.commons.math3.analysis">MultivariateFunction</a>&gt;</code></dd>
<dt><span class="strong">Returns:</span></dt><dd>the point/value pair giving the optimal value of the
 objective function.</dd></dl>
</li>
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